+47.2%
ROL vs ZM
+50.9%
-3.7%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +7.9% | -7.8% | -0.5% |
| 7D | +0.8% | +6.8% | -6.0% | +0.2% |
| 30D | +20.6% | +0.1% | +20.4% | +20.4% |
| 3M | +4.5% | -7.5% | +12.0% | +4.9% |
| 6M | -26.5% | -8.4% | -18.1% | -26.4% |
| YTD | -34.8% | +13.7% | -48.5% | -36.1% |
| 1Y | -33.2% | +15.9% | -49.1% | -34.6% |
| 3Y | +4.5% | +58.0% | -53.6% | -1.1% |
| 5Y | +15.5% | -60.4% | +75.9% | +18.9% |
| All | +47.2% | +50.9% | -3.7% | +24.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ZM.
Daily Out/Under-Performance
Portfolio return minus ZM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ZM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling